If the wines are being damaged by heat/temperature changes, I would suspect it would be during the transport phase to Costco, or sitting in Costco, not the trip home or your storage fridge. Imagine a cargo ship leaving San Fran or Seattle and then heading out to Hawaii - if the cargo containers are exposed to the elements, they could really heat up.
You really can't control how the wine is shipped out to the islands, and how Costco stores it. You can only try to find different vendors who might take more care in how the wines end up in their stores.
If you are concerned at all about the trip home, bring a cooler with some cold packs, and use that to store the wine during the drive.